Stock price reactivity to earnings announcements: the role of the Cammer/Krogman factors
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DOI: 10.1007/s11156-020-00943-4
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More about this item
Keywords
Earnings announcements; Cammer/Krogman factors; Securities litigation; Logit regression; Stock price reactivity; Market efficiency;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law
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